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st: autocorrelation and IV regression using panel data


From   "R.E. De Hoyos" <redeho2@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: autocorrelation and IV regression using panel data
Date   Tue, 18 May 2004 11:34:43 +0100

Has anyone written a module to correct for autocorrelation in an
instrumental variables regression?

Our data is actually a panel so if there is something out there for a
panel it would be even more helpful.

Thanks,
Rafa
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